+201.1%
NRG vs STLD
+291.8%
-90.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +9.3% | +2.7% | +6.6% | +8.5% |
| 30D | +1.3% | -8.4% | +9.7% | +3.3% |
| 3M | -6.0% | -9.9% | +3.9% | -4.2% |
| 6M | -22.0% | +33.0% | -55.0% | -28.6% |
| YTD | -24.1% | +42.6% | -66.7% | -32.2% |
| 1Y | -18.0% | +80.8% | -98.8% | -31.4% |
| 3Y | +220.0% | +143.4% | +76.6% | +148.8% |
| 5Y | +201.1% | +293.4% | -92.3% | +114.3% |
| All | +201.1% | +291.8% | -90.7% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling